BJ in 30 is not on at regular time or even on the same channels from day to day. That's a tricky one to set up.
Go to series recording and set up
You will need to do this for a few channels that BJ in 30 might be on (911, 912, 921, etc). Even then it may miss some episodes. The reason is that it gets bumped all the time due to other sporting events, especially during playoffs etc.
I tried again setting up to record bj in 30 as a series. Set Amy day, any time, first run, save till space needed. Set record. The red record indicator did not show up in the guide. Went to PVR, Series, and it said 0 recorded, 0 scheduled. Set up same channel bj in 30 as episode, and the record indicator showed in the guide. So, for some reason, cannot even record 1 instance as a series.